coef.lpbwcde {lpcde} | R Documentation |
Coef method for local polynomial density bandwidth selection
Description
The coef method for local polynomial density bandwidth selection objects.
Usage
## S3 method for class 'lpbwcde'
coef(object, ...)
Arguments
object |
Class "lpbwcde" object, obtained by calling |
... |
Other arguments. |
Value
Matrix |
A matrix containing y_grid points and selected bandwidths. |
Author(s)
Matias D. Cattaneo, Princeton University. cattaneo@princeton.edu.
Rajita Chandak (maintainer), Princeton University. rchandak@princeton.edu.
Michael Jansson, University of California Berkeley. mjansson@econ.berkeley.edu.
Xinwei Ma, University of California San Diego. x1ma@ucsd.edu.
See Also
lpbwcde
for data-driven bandwidth selection.
Supported methods: coef.lpbwcde
, print.lpbwcde
, summary.lpbwcde
.
n=100 x_data = as.matrix(rnorm(n, mean=0, sd=1)) y_data = as.matrix(rnorm(n, mean=0, sd=1)) y_grid = stats::quantile(y_data, seq(from=0.1, to=0.9, by=0.1))bandwidth selection
y_grid = stats::quantile(y_data, seq(from=0.1, to=0.9, by=0.1)) model2 = lpcde::lpbwcde(y_data=y_data, x_data=x_data, x=0, y_grid = y_grid, bw_type = "mse-rot") coef(model2)